PREVIEW / futures_5min / 2023-03-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-13.parquet
  size:    442 KB
  rows:    20,696

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2023-03-13 00:00:00	ES	Futures	4394.58	4398.21	4394.3	4396.81	548.0
2023-03-13 00:05:00	ES	Futures	4396.25	4396.53	4394.3	4395.42	333.0
2023-03-13 00:10:00	ES	Futures	4395.42	4395.42	4394.02	4395.14	265.0
2023-03-13 00:15:00	ES	Futures	4394.86	4394.86	4394.02	4394.3	199.0
2023-03-13 00:20:00	ES	Futures	4394.3	4395.97	4394.3	4394.86	558.0
2023-03-13 00:25:00	ES	Futures	4394.58	4394.58	4393.18	4393.46	532.0
2023-03-13 00:30:00	ES	Futures	4393.46	4393.74	4391.22	4393.46	524.0
2023-03-13 00:35:00	ES	Futures	4393.46	4393.74	4391.78	4392.62	319.0
2023-03-13 00:40:00	ES	Futures	4392.62	4393.18	4391.22	4391.22	359.0
2023-03-13 00:45:00	ES	Futures	4391.22	4392.9	4391.22	4392.34	256.0
2023-03-13 00:50:00	ES	Futures	4392.62	4394.58	4392.06	4392.06	397.0
2023-03-13 00:55:00	ES	Futures	4392.34	4393.18	4390.38	4393.18	381.0
2023-03-13 01:00:00	ES	Futures	4392.9	4392.9	4391.22	4391.5	358.0
2023-03-13 01:05:00	ES	Futures	4391.78	4392.9	4390.66	4392.34	262.0
2023-03-13 01:10:00	ES	Futures	4392.34	4394.02	4391.22	4393.74	293.0
2023-03-13 01:15:00	ES	Futures	4393.46	4397.09	4393.18	4396.25	759.0
2023-03-13 01:20:00	ES	Futures	4396.53	4396.53	4394.3	4394.86	441.0
2023-03-13 01:25:00	ES	Futures	4394.86	4394.86	4392.62	4393.46	346.0
2023-03-13 01:30:00	ES	Futures	4393.74	4393.74	4390.66	4392.34	579.0
2023-03-13 01:35:00	ES	Futures	4392.34	4393.18	4389.82	4391.5	539.0
2023-03-13 01:40:00	ES	Futures	4391.5	4395.97	4391.22	4395.97	587.0
2023-03-13 01:45:00	ES	Futures	4395.69	4400.17	4395.69	4399.61	1102.0
2023-03-13 01:50:00	ES	Futures	4400.17	4400.17	4398.21	4398.49	476.0
2023-03-13 01:55:00	ES	Futures	4398.49	4399.05	4397.09	4397.93	327.0
2023-03-13 02:00:00	ES	Futures	4398.21	4399.61	4397.37	4399.05	559.0
2023-03-13 02:05:00	ES	Futures	4399.33	4402.13	4398.77	4400.73	845.0
2023-03-13 02:10:00	ES	Futures	4400.73	4402.41	4400.17	4401.29	431.0
2023-03-13 02:15:00	ES	Futures	4401.57	4402.13	4397.93	4398.21	533.0
2023-03-13 02:20:00	ES	Futures	4398.21	4399.33	4397.65	4398.21	305.0
2023-03-13 02:25:00	ES	Futures	4398.21	4399.33	4397.37	4399.05	434.0
2023-03-13 02:30:00	ES	Futures	4399.05	4399.33	4395.42	4396.81	620.0
2023-03-13 02:35:00	ES	Futures	4396.53	4397.37	4395.42	4396.53	445.0
2023-03-13 02:40:00	ES	Futures	4396.81	4398.77	4396.25	4398.77	659.0
2023-03-13 02:45:00	ES	Futures	4399.05	4402.68	4398.21	4402.13	1734.0
2023-03-13 02:50:00	ES	Futures	4402.41	4405.2	4401.29	4403.8	2187.0
2023-03-13 02:55:00	ES	Futures	4403.52	4404.08	4399.89	4400.17	1026.0
2023-03-13 03:00:00	ES	Futures	4399.89	4401.57	4391.5	4394.86	2273.0
2023-03-13 03:05:00	ES	Futures	4394.3	4394.3	4388.42	4389.54	2517.0
2023-03-13 03:10:00	ES	Futures	4389.54	4391.22	4386.19	4386.19	1733.0
2023-03-13 03:15:00	ES	Futures	4386.47	4386.75	4383.67	4386.47	1506.0
2023-03-13 03:20:00	ES	Futures	4386.47	4390.1	4386.19	4389.26	827.0
2023-03-13 03:25:00	ES	Futures	4389.54	4389.82	4381.99	4382.83	1000.0
2023-03-13 03:30:00	ES	Futures	4382.55	4385.91	4381.71	4383.11	1494.0
2023-03-13 03:35:00	ES	Futures	4383.11	4385.35	4381.71	4385.07	839.0
2023-03-13 03:40:00	ES	Futures	4385.35	4387.87	4385.07	4386.75	501.0
2023-03-13 03:45:00	ES	Futures	4387.03	4388.7	4384.51	4385.35	603.0
2023-03-13 03:50:00	ES	Futures	4385.07	4387.03	4384.79	4385.35	765.0
2023-03-13 03:55:00	ES	Futures	4385.35	4385.91	4384.23	4384.79	399.0
2023-03-13 04:00:00	ES	Futures	4384.79	4385.91	4375.84	4376.12	3497.0
2023-03-13 04:05:00	ES	Futures	4376.12	4377.52	4374.16	4375.56	3522.0

> showing 50 of 20,696 rows — these rows as CSV

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